CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 1.3892 1.3727 -0.0165 -1.2% 1.3861
High 1.3892 1.3740 -0.0152 -1.1% 1.4017
Low 1.3720 1.3585 -0.0135 -1.0% 1.3585
Close 1.3739 1.3632 -0.0107 -0.8% 1.3632
Range 0.0172 0.0155 -0.0017 -9.9% 0.0432
ATR 0.0120 0.0122 0.0003 2.1% 0.0000
Volume 592 1,035 443 74.8% 2,721
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4117 1.4030 1.3717
R3 1.3962 1.3875 1.3675
R2 1.3807 1.3807 1.3660
R1 1.3720 1.3720 1.3646 1.3686
PP 1.3652 1.3652 1.3652 1.3636
S1 1.3565 1.3565 1.3618 1.3531
S2 1.3497 1.3497 1.3604
S3 1.3342 1.3410 1.3589
S4 1.3187 1.3255 1.3547
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.5041 1.4768 1.3870
R3 1.4609 1.4336 1.3751
R2 1.4177 1.4177 1.3711
R1 1.3904 1.3904 1.3672 1.3825
PP 1.3745 1.3745 1.3745 1.3705
S1 1.3472 1.3472 1.3592 1.3393
S2 1.3313 1.3313 1.3553
S3 1.2881 1.3040 1.3513
S4 1.2449 1.2608 1.3394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4017 1.3585 0.0432 3.2% 0.0125 0.9% 11% False True 544
10 1.4180 1.3585 0.0595 4.4% 0.0111 0.8% 8% False True 511
20 1.4569 1.3585 0.0984 7.2% 0.0123 0.9% 5% False True 422
40 1.4720 1.3585 0.1135 8.3% 0.0114 0.8% 4% False True 302
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4399
2.618 1.4146
1.618 1.3991
1.000 1.3895
0.618 1.3836
HIGH 1.3740
0.618 1.3681
0.500 1.3663
0.382 1.3644
LOW 1.3585
0.618 1.3489
1.000 1.3430
1.618 1.3334
2.618 1.3179
4.250 1.2926
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 1.3663 1.3801
PP 1.3652 1.3745
S1 1.3642 1.3688

These figures are updated between 7pm and 10pm EST after a trading day.

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